+37.8%
ECL vs S
-67.4%
+105.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -1.9% |
| 7D | -0.8% | -13.4% | +12.7% | +0.6% |
| 30D | +8.1% | -14.0% | +22.1% | +9.6% |
| 3M | +6.4% | +4.9% | +1.5% | +5.1% |
| 6M | +14.8% | +42.0% | -27.2% | +9.1% |
| YTD | +15.5% | +45.1% | -29.7% | +8.9% |
| 1Y | +20.1% | +33.1% | -13.0% | +14.3% |
| 3Y | +77.8% | +40.6% | +37.1% | +61.9% |
| All | +37.8% | -67.4% | +105.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling